The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Oguzhan Cepni, Wiehan Dul, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2021
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|---|---|
| Authors: | Cepni, Oguzhan ; Dul, Wiehan ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-22
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| Subject: | Monetary policy regimes | Proxy SVAR model | US REITs | Uncertainty | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schock | Shock | USA | United States | Immobilienfonds | Real estate fund | Risiko | Risk | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101433 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013286183